Chapter 7. Practical Considerations

  1. Mohinder S. Grewal PhD, PE1 and
  2. Angus P. Andrews PhD2

Published Online: 28 MAY 2002

DOI: 10.1002/0471266388.ch7

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

How to Cite

Grewal, M. S. and Andrews, A. P. (2002) Practical Considerations, in Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471266388.ch7

Author Information

  1. 1

    California State University at Fullerton

  2. 2

    Rockwell Science Center, Thousand Oaks, California

Publication History

  1. Published Online: 28 MAY 2002
  2. Published Print: 2 JAN 2002

ISBN Information

Print ISBN: 9780471392545

Online ISBN: 9780471266389

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Keywords:

  • anomalous behaviour;
  • prefiltering;
  • data rejection;
  • Kalman filters;
  • stability;
  • suboptimal filters;
  • reduced-order filters;
  • Schmidt-Kalman filtering;
  • memory;
  • throughput;
  • wordlength;
  • computational requirements;
  • error budgets;
  • sensitivity analysis;
  • measurement selection;
  • inertial navigation

Summary

The discussion turns in this chapter to what might be called Kalman filter engineering, which is that body of applicable knowledge that has evolved through practical experience in the use and misuse of the Kalman filter. The material of the previous two chapters (extended Kalman filtering and square-root filtering) has also evolved in this way and is part of the same general subject. Here, however, the discussion includes many more matters of practice than nonlinearities and finite-precision arithmetic.